TestPhi {simStateSpace} | R Documentation |
Test the Drift Matrix
Description
Both have to be true for the function to return TRUE
.
Test that the real part of all eigenvalues of
\boldsymbol{\Phi}
are less than zero.Test that the diagonal values of
\boldsymbol{\Phi}
are between 0 to negative inifinity.
Usage
TestPhi(phi)
Arguments
phi |
Numeric matrix.
The drift matrix ( |
Author(s)
Ivan Jacob Agaloos Pesigan
See Also
Other Simulation of State Space Models Data Functions:
LinSDE2SSM()
,
SimBetaN()
,
SimPhiN()
,
SimSSMFixed()
,
SimSSMIVary()
,
SimSSMLinGrowth()
,
SimSSMLinGrowthIVary()
,
SimSSMLinSDEFixed()
,
SimSSMLinSDEIVary()
,
SimSSMOUFixed()
,
SimSSMOUIVary()
,
SimSSMVARFixed()
,
SimSSMVARIVary()
,
TestStability()
,
TestStationarity()
Examples
phi <- matrix(
data = c(
-0.357, 0.771, -0.450,
0.0, -0.511, 0.729,
0, 0, -0.693
),
nrow = 3
)
TestPhi(phi = phi)
[Package simStateSpace version 1.2.2 Index]